-25.1%
BA vs AUR
-54.0%
+28.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | -1.4% | +12.7% | -14.1% | -2.7% |
| 30D | -7.9% | -18.7% | +10.8% | -6.2% |
| 3M | -25.2% | -33.8% | +8.6% | -22.2% |
| 6M | -26.7% | -36.6% | +9.9% | -23.9% |
| YTD | -19.6% | +19.8% | -39.4% | -22.6% |
| 1Y | -10.6% | +8.0% | -18.6% | -13.1% |
| 3Y | -11.2% | +153.4% | -164.7% | -27.3% |
| 5Y | -20.4% | -54.0% | +33.6% | -32.8% |
| All | -25.1% | -54.0% | +28.9% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling